-19.8%
PCOR vs THC
+287.8%
-307.6%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +2.0% | +0.6% |
| 7D | +23.7% | +5.9% | +17.8% | +21.8% |
| 30D | +39.0% | +10.8% | +28.2% | +35.1% |
| 3M | +35.8% | +9.4% | +26.3% | +32.2% |
| 6M | +38.2% | +53.3% | -15.0% | +20.7% |
| YTD | +3.9% | +44.2% | -40.2% | -9.2% |
| 1Y | +5.7% | +37.3% | -31.6% | -6.5% |
| 3Y | +44.8% | +421.6% | -376.8% | -27.3% |
| 5Y | -19.8% | +279.8% | -299.6% | -58.1% |
| All | -19.8% | +287.8% | -307.6% | -58.1% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded THC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling